-44.6%
VG vs FFIV
+13.6%
-58.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.1% |
| 7D | +14.0% | -0.5% | +14.5% | +14.2% |
| 30D | -1.0% | -32.4% | +31.4% | +9.8% |
| 3M | -2.7% | -25.7% | +23.0% | +3.6% |
| 6M | +1.5% | -13.5% | +15.0% | -0.3% |
| YTD | +93.7% | +21.1% | +72.6% | +56.0% |
| 1Y | +68.5% | +29.4% | +39.1% | +29.7% |
| All | -44.6% | +13.6% | -58.1% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling